METRIC | COUPON | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 5.5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
METRIC | COUPON | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 5.5 | |
UMBS | |||||||
AVERAGE PRICE | 90.0 | 94.5 | 96.2 | 97.7 | 99.1 | 100.2 | 101.3 |
Weighted Avg. Price | 90.0 | 94.5 | 96.2 | 97.7 | 99.1 | 100.2 | 101.2 |
Avg. Price Bottom 5 Trades | 86.6 | 94.4 | 96.1 | 97.6 | 99.0 | 100.2 | 101.2 |
2nd Quartile Price | 88.0 | 94.4 | 96.1 | 97.7 | 99.1 | 100.2 | 101.2 |
3rd Quartile Price | 90.4 | 94.5 | 96.2 | 97.7 | 99.1 | 100.2 | 101.2 |
4th Quartile Price | 92.5 | 94.5 | 96.2 | 97.7 | 99.1 | 100.2 | 101.3 |
Avg. Price Top 5 Trades | 92.5 | 94.5 | 96.3 | 97.8 | 99.2 | 100.2 | 101.5 |
Standard Deviation | 2.2 | 0.0 | 0.1 | 0.1 | 0.0 | 0.0 | 0.4 |
VOLUME OF TRADES (000'S) | 219,741.0 | 3,098.0 | 121,301.0 | 268,169.0 | 334,800.0 | 173,800.0 | 249,500.0 |
NUMBER OF TRADES | 33 | 7 | 18 | 27 | 52 | 23 | 16 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
METRIC | COUPON | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 5.5 | |
UMBS | |||||||
AVERAGE PRICE | * | 0.0 | * | * | 99.1 | 100.1 | 101.4 |
Weighted Avg. Price | * | 0.0 | * | * | 99.1 | 100.1 | 101.1 |
Avg. Price Bottom 5 Trades | * | 0.0 | * | * | 99.1 | 100.1 | 101.4 |
2nd Quartile Price | * | 0.0 | * | * | 99.1 | 100.1 | * |
3rd Quartile Price | * | 0.0 | * | * | 99.1 | 100.2 | * |
4th Quartile Price | * | 0.0 | * | * | 99.2 | 100.2 | * |
Avg. Price Top 5 Trades | * | 0.0 | * | * | 99.1 | 100.1 | 101.4 |
Standard Deviation | * | 0.0 | * | * | 0.0 | 0.1 | 0.5 |
VOLUME OF TRADES (000'S) | * | 0.0 | * | * | 43,625.0 | 27,500.0 | 131,500.0 |
NUMBER OF TRADES | * | 0 | * | * | 9 | 6 | 5 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
METRIC | COUPON | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 5.5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 0.0 | * | * | 0.0 | * |
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | * | * | 0.0 | * |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | * | * | 0.0 | * |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | * | * | 0.0 | * |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | * | * | 0.0 | * |
4th Quartile Price | 0.0 | 0.0 | 0.0 | * | * | 0.0 | * |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | * | * | 0.0 | * |
Standard Deviation | 0.0 | 0.0 | 0.0 | * | * | 0.0 | * |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | * | * | 0.0 | * |
NUMBER OF TRADES | 0 | 0 | 0 | * | * | 0 | * |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
METRIC | COUPON | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 5.5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 100.0 | * |
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 99.8 | * |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 99.9 | * |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 99.9 | * |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 100.3 | * |
4th Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 100.5 | * |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 100.1 | * |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.4 | * |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 28,185.6 | * |
NUMBER OF TRADES | 0 | 0 | 0 | 0 | 0 | 6 | * |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 84.4 | 90.1 | 92.7 | 95.2 | 97.4 | 99.1 | 101.1 |
Weighted Avg. Price | 85.3 | 90.3 | 92.8 | 95.2 | 97.4 | 99.2 | 101.1 |
Avg. Price Bottom 5 Trades | 80.9 | 89.7 | 92.6 | 95.1 | 97.2 | 99.0 | 100.2 |
2nd Quartile Price | 81.2 | 90.1 | 92.6 | 95.1 | 97.3 | 99.1 | 100.4 |
3rd Quartile Price | 84.3 | 90.2 | 92.8 | 95.2 | 97.3 | 99.1 | 101.3 |
4th Quartile Price | 87.4 | 90.2 | 92.8 | 95.3 | 97.4 | 99.2 | 101.4 |
Avg. Price Top 5 Trades | 87.6 | 90.4 | 92.9 | 95.3 | 97.6 | 99.3 | 102.4 |
Standard Deviation | 2.8 | 0.6 | 0.1 | 0.1 | 0.1 | 0.1 | 0.7 |
VOLUME OF TRADES (000'S) | 10,039,629.7 | 1,500,668.5 | 3,198,331.8 | 2,416,974.5 | 1,657,392.9 | 3,691,909.6 | 6,431,739.4 |
NUMBER OF TRADES | 182 | 42 | 63 | 72 | 95 | 154 | 408 |
METRIC | COUPON | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 5.5 | |
UMBS | |||||||
AVERAGE PRICE | 82.2 | 88.7 | 91.7 | 94.3 | 96.7 | 98.7 | 100.8 |
Weighted Avg. Price | 81.6 | 88.7 | 91.7 | 94.3 | 96.7 | 98.7 | 101.1 |
Avg. Price Bottom 5 Trades | 74.2 | 88.6 | 91.6 | 94.2 | 96.6 | 98.6 | 100.3 |
2nd Quartile Price | 81.7 | 88.6 | 91.6 | 94.3 | 96.7 | 98.7 | 100.3 |
3rd Quartile Price | 81.8 | 88.7 | 91.7 | 94.3 | 96.7 | 98.7 | 100.3 |
4th Quartile Price | 85.2 | 88.7 | 91.7 | 94.3 | 96.7 | 98.7 | 101.7 |
Avg. Price Top 5 Trades | 85.3 | 88.9 | 91.9 | 94.4 | 96.9 | 99.3 | 103.6 |
Standard Deviation | 2.9 | 0.2 | 0.1 | 0.0 | 0.1 | 0.1 | 0.7 |
VOLUME OF TRADES (000'S) | 7,569,287.8 | 3,714,473.1 | 4,465,588.0 | 8,502,164.8 | 10,726,382.8 | 16,871,812.4 | 33,161,384.3 |
NUMBER OF TRADES | 315 | 203 | 173 | 207 | 352 | 709 | 859 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 84.5 | 90.2 | 92.8 | 95.2 | 97.4 | 99.1 | 100.9 |
Weighted Avg. Price | 84.2 | 90.3 | 92.9 | 95.2 | 97.4 | 99.1 | 100.8 |
Avg. Price Bottom 5 Trades | 80.9 | 90.1 | 92.6 | 95.1 | 97.3 | 98.9 | 100.2 |
2nd Quartile Price | 81.2 | 90.2 | 92.7 | 95.1 | 97.3 | 99.0 | 100.3 |
3rd Quartile Price | 84.4 | 90.2 | 92.8 | 95.2 | 97.4 | 99.1 | 101.2 |
4th Quartile Price | 87.4 | 90.3 | 92.9 | 95.3 | 97.4 | 99.1 | 101.3 |
Avg. Price Top 5 Trades | 87.7 | 90.4 | 93.0 | 95.4 | 97.6 | 99.9 | 103.2 |
Standard Deviation | 2.7 | 0.1 | 0.1 | 0.1 | 0.1 | 0.1 | 0.7 |
VOLUME OF TRADES (000'S) | 21,116,521.5 | 3,433,214.3 | 2,996,746.8 | 10,884,976.3 | 3,966,695.7 | 6,954,579.2 | 12,795,055.6 |
NUMBER OF TRADES | 272 | 80 | 83 | 130 | 165 | 306 | 716 |
METRIC | COUPON | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 5.5 | |
UMBS | |||||||
AVERAGE PRICE | 82.9 | * | 91.7 | 94.3 | 96.7 | 98.7 | 100.9 |
Weighted Avg. Price | 82.5 | * | 91.7 | 94.4 | 96.7 | 98.7 | 101.3 |
Avg. Price Bottom 5 Trades | 81.3 | * | 91.7 | 94.3 | 96.7 | 98.6 | 100.2 |
2nd Quartile Price | 81.9 | * | 91.7 | 94.3 | 96.7 | 98.7 | 100.3 |
3rd Quartile Price | 82.0 | * | 91.7 | 94.3 | 96.7 | 98.7 | 100.3 |
4th Quartile Price | 85.3 | * | 91.7 | 94.4 | 96.7 | 98.7 | 101.7 |
Avg. Price Top 5 Trades | 85.3 | * | 91.7 | 94.4 | 96.8 | 99.1 | 103.1 |
Standard Deviation | 2.0 | * | 0.0 | 0.1 | 0.0 | 0.1 | 0.8 |
VOLUME OF TRADES (000'S) | 2,384,852.0 | * | 599,981.0 | 1,632,700.0 | 2,123,900.0 | 3,121,300.0 | 15,710,040.0 |
NUMBER OF TRADES | 20 | * | 19 | 16 | 49 | 128 | 402 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 83.6 | 0.0 | * | 95.5 | 97.3 | 99.0 | 100.5 |
Weighted Avg. Price | 82.7 | 0.0 | * | 95.3 | 97.3 | 99.1 | 100.5 |
Avg. Price Bottom 5 Trades | 81.2 | 0.0 | * | 95.2 | 97.3 | 98.9 | 100.1 |
2nd Quartile Price | 81.3 | 0.0 | * | 95.2 | 97.3 | 99.0 | 100.2 |
3rd Quartile Price | 84.4 | 0.0 | * | 95.3 | 97.4 | 99.0 | 100.2 |
4th Quartile Price | 84.6 | 0.0 | * | 95.3 | 97.4 | 99.0 | 101.1 |
Avg. Price Top 5 Trades | 85.9 | 0.0 | * | 95.8 | 97.4 | 99.1 | 101.4 |
Standard Deviation | 2.4 | 0.0 | * | 0.9 | 0.0 | 0.0 | 0.5 |
VOLUME OF TRADES (000'S) | 4,200,000.0 | 0.0 | * | 3,222,500.0 | 329,858.0 | 748,650.0 | 1,356,845.0 |
NUMBER OF TRADES | 22 | 0 | * | 13 | 37 | 85 | 216 |
METRIC | COUPON | ||||||
<= 3.0 | 3.5 | 4 | 4.5 | 5 | 5.5 | > 5.5 | |
UMBS | |||||||
AVERAGE PRICE | 0.0 | 0.0 | * | * | 96.7 | 98.7 | 100.7 |
Weighted Avg. Price | 0.0 | 0.0 | * | * | 96.7 | 98.7 | 100.7 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | * | * | 96.7 | 98.6 | 100.2 |
2nd Quartile Price | 0.0 | 0.0 | * | * | 96.7 | 98.6 | 100.3 |
3rd Quartile Price | 0.0 | 0.0 | * | * | 96.7 | 98.7 | 100.3 |
4th Quartile Price | 0.0 | 0.0 | * | * | 96.8 | 98.7 | 101.6 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | * | * | 96.8 | 98.8 | 102.5 |
Standard Deviation | 0.0 | 0.0 | * | * | 0.1 | 0.0 | 0.7 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | * | * | 107,500.0 | 415,250.0 | 1,042,465.0 |
NUMBER OF TRADES | 0 | 0 | * | * | 16 | 81 | 194 |
FHLMC | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
GNMA | |||||||
AVERAGE PRICE | 0.0 | 0.0 | 0.0 | 0.0 | * | 0.0 | 0.0 |
Weighted Avg. Price | 0.0 | 0.0 | 0.0 | 0.0 | * | 0.0 | 0.0 |
Avg. Price Bottom 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | * | 0.0 | 0.0 |
2nd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | * | 0.0 | 0.0 |
3rd Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | * | 0.0 | 0.0 |
4th Quartile Price | 0.0 | 0.0 | 0.0 | 0.0 | * | 0.0 | 0.0 |
Avg. Price Top 5 Trades | 0.0 | 0.0 | 0.0 | 0.0 | * | 0.0 | 0.0 |
Standard Deviation | 0.0 | 0.0 | 0.0 | 0.0 | * | 0.0 | 0.0 |
VOLUME OF TRADES (000'S) | 0.0 | 0.0 | 0.0 | 0.0 | * | 0.0 | 0.0 |
NUMBER OF TRADES | 0 | 0 | 0 | 0 | * | 0 | 0 |